CME Australian Dollar Future December 2017

Trading Metrics calculated at close of trading on 28-Nov-2017

Day Change Summary
	Previous	Current
	27-Nov-2017	28-Nov-2017	Change	Change %	Previous Week
Open	0.7610	0.7602	-0.0008	-0.1%	0.7555
High	0.7643	0.7619	-0.0024	-0.3%	0.7637
Low	0.7591	0.7586	-0.0005	-0.1%	0.7530
Close	0.7606	0.7595	-0.0011	-0.1%	0.7612
Range	0.0052	0.0033	-0.0019	-36.5%	0.0107
ATR	0.0053	0.0052	-0.0001	-2.7%	0.0000
Volume	92,050	91,696	-354	-0.4%	342,904

Daily Pivots for day following 28-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7680	0.7613
R3	0.7666	0.7647	0.7604
R2	0.7633	0.7633	0.7601
R1	0.7614	0.7614	0.7598	0.7607
PP	0.7600	0.7600	0.7600	0.7597
S1	0.7581	0.7581	0.7592	0.7574
S2	0.7567	0.7567	0.7589
S3	0.7534	0.7548	0.7586
S4	0.7501	0.7515	0.7577

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7870	0.7671
R3	0.7807	0.7763	0.7641
R2	0.7700	0.7700	0.7632
R1	0.7656	0.7656	0.7622	0.7678
PP	0.7593	0.7593	0.7593	0.7604
S1	0.7549	0.7549	0.7602	0.7571
S2	0.7486	0.7486	0.7592
S3	0.7379	0.7442	0.7583
S4	0.7272	0.7335	0.7553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7643	0.7530	0.0113	1.5%	0.0049	0.7%	58%	False	False	89,474
10	0.7647	0.7530	0.0117	1.5%	0.0049	0.6%	56%	False	False	93,409
20	0.7726	0.7530	0.0196	2.6%	0.0052	0.7%	33%	False	False	91,062
40	0.7891	0.7530	0.0361	4.8%	0.0053	0.7%	18%	False	False	96,401
60	0.8115	0.7530	0.0585	7.7%	0.0058	0.8%	11%	False	False	89,870
80	0.8115	0.7530	0.0585	7.7%	0.0060	0.8%	11%	False	False	67,640
100	0.8115	0.7530	0.0585	7.7%	0.0062	0.8%	11%	False	False	54,164
120	0.8115	0.7495	0.0620	8.2%	0.0060	0.8%	16%	False	False	45,165

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7759
2.618	0.7705
1.618	0.7672
1.000	0.7652
0.618	0.7639
HIGH	0.7619
0.618	0.7606
0.500	0.7603
0.382	0.7599
LOW	0.7586
0.618	0.7566
1.000	0.7553
1.618	0.7533
2.618	0.7500
4.250	0.7446

Fisher Pivots for day following 28-Nov-2017
Pivot	1 day	3 day
R1	0.7603	0.7615
PP	0.7600	0.7608
S1	0.7598	0.7602

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols